24.11.2020 11:33
REPO risk parameters change for the security RASP
As per the Securities market risk parameters methodology, on 24.11.2020, 11-33 (MSK) the lower bound of the REPO rate for tenor Y0/Y1Dt (up to -200 %), penalty rate and IR Risk Rate (up to -0.887 rub) for the security RASP were changed. New values are available here